TY  - RPRT
AU  - Ilomäki, Jukka
AU  - Laurila, Hannu
AU  - McAleer, Michael
PY  - 2018
SN  - 2341-2356
UR  - https://hdl.handle.net/20.500.14352/17425
AB  - Consider using the simple moving average (MA) rule of Gartley (1935) to determine when to buy stocks, and when to sell them and switch to the risk-free rate. In comparison, how might the performance be affected if the frequency is changed to the use...
LA  - eng
KW  - Market timing
KW  - Moving averages
KW  - Risk-free rate
KW  - Returns and volatility.
TI  - Simple Market Timing with Moving Averages
TY  - technical report
VL  - 2018
ER  -